Calculate the return of a portfolio of securities as well as quantify the market risk of that portfolio, an important skill for financial market analysts in banks, hedge funds, insurance companies, and other financial services and investment firms. Using R programming to calculate two main tools for calculating the market risk of stock portfolios: Value-at-Risk (VaR) and Expected Loss (ES)
- Week 1: Introduction to R, Data Retrieval, and Return Calculation
- Week 2: Risk Management under Normal Distributions
- Week 3: Risk Management under Non-normal Distributions
- Week 4: Risk Management under Volatility Clustering
- Access to course: https://www.coursera.org/learn/financial-risk-management-with-r#syllabus
- Bank of America, Duke University Professor David Hsieh
- Course offered by Duke University Fuqua School of Business